Portfolio optimization is a widely recognized strategy for investing that involves selecting a combination of assets that offers the optimal balance between potential gains and volatility. Traditional portfolio optimization typically focuses on a single period, considering only the current market conditions. However, multi-period portfolio optimization takes a more comprehensive approach by incorporating the dynamic nature of financial markets over multiple periods. Hence in this study, we focus on multi-period portfolio optimization. We conduct a bibliometric analysis of articles on multi-period portfolio optimization in the Web of Science (WoS) database. Through quantitative methods and the utilization of the Bibliometrix R package, we analyze publication trends, key research sites, and historical output in this field. Our findings provide valuable insights into the current state of research on multi-period portfolio optimization. This bibliometric analysis contributes to the existing literature on multi-period portfolio optimization and serves as a valuable resource for researchers, policymakers, and practitioners in the field of finance.

Portfolio optimization aims to minimize risk and maximize return on investment by determining the best combination of securities and proportions. The variance in portfolio optimization models is typically used for a measure of risk. Over the last few decades, portfolio optimization utilizing a variety of risk measures has grown significantly, and many studies have been conducted. Therefore, this paper provides a systematic review of risk measures for portfolio optimization using bibliometric analysis and maps to analyze the evolution and trends of 682 articles published between 2000 and 2022. Throughout this analysis, communication networks among articles, authors, sources, countries, and keywords are explored. Furthermore, a classification of risks and risk measures were presented to demonstrate a comprehensive overview of the field, and the top 50 papers were analyzed to determine which risk measures were most often used in recent studies.

The complexity and vulnerability of supply chains in today's globalized economy have heightened the significance of understanding and managing disruptions. Supply chain disruptions, ranging from natural disasters to pandemics, can lead to substantial delays, increased costs, and reduced quality, thereby impacting the operational performance and stability of businesses. Considering the theoretical sophistication and substantial relevance of the field, this research seeks to conduct an extensive bibliometric analysis of supply chain disruption. The goal is to offer a thorough summary of recent advancements and ongoing progress in this specific area. Additionally, it aims to pinpoint emerging research patterns that can guide future studies. We performed a bibliometric review of the structure and global trends of disruptions among supply chains, from 1996 to 2024 using techniques such as analysis of (1) the dataset, (2) sources, (3) authors, (4) countries and institutions, (5) documents, and (6) keywords. A total of 1356 bibliographic records from Web of Science databases were analyzed to generate the study’s research data through Scientometrics networks. The paper concludes by discussing the strengths and limitations of the study and suggesting potential avenues for future research, aiming to guide and inform future studies in this critical area of supply chain management. The findings of this study will enhance understanding of the prevailing patterns in this topic, thus laying the groundwork for future research initiatives in this field.

The capital market, as one of the main components of the financial markets, plays an important role in the economic development of countries. As financial markets become more globalized through the free flow of capital and international trade, price fluctuations in financial assets also affect other assets and markets. Due to the high impact of foreign exchange, gold, and oil markets on other financial markets, this study examined the impact of these markets on the Tehran Stock Exchange market from April 2015 to March 2021. In this regard, US dollar, ounces of gold, and crude oil are used as independent variables, and Tehran Price Index (TEPIX) is considered as a dependent variable. The results of the final model indicate that the prices of dollars, gold, and oil had significant effects on the total price index of the Tehran Stock Exchange.

The capital market is one of the most critical pillars of financial markets, which plays an important role in countries' economies. With the increasing development of international trade and the free flow of capital, financial asset prices spread to other assets. The extend is increasing with the expansion of communication networks as well as the close connection of financial markets to each other. Therefore, the state of a market is not only specific to itself but also affects other financial markets. Global oil, gold, and basic metal prices, including palladium, significantly influence the American financial markets. Due to the importance of the Nasdaq index for investors' investment decisions, this study analyzes the impact of oil, gold, and palladium metal prices on the Nasdaq index monthly between 2016 and 2021. Based on the final model, the oil and gold markets significantly impact the Nasdaq index, while palladium has a less significant impact.